+1,013.0%
CSCO vs SRE
+1,525.5%
-512.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -10.1% | -0.7% | -9.4% | -10.1% |
| 3M | -15.7% | -6.3% | -9.4% | -14.1% |
| 6M | +36.3% | -10.7% | +46.9% | +41.1% |
| YTD | +43.8% | -3.5% | +47.3% | +44.4% |
| 1Y | +63.9% | +5.3% | +58.6% | +58.9% |
| 3Y | +104.4% | +31.8% | +72.6% | +77.4% |
| 5Y | +111.4% | +47.4% | +64.0% | +74.2% |
| 10Y | +361.7% | +120.6% | +241.1% | +214.2% |
| All | +1,013.0% | +1,525.5% | -512.5% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling